Datadase Not Saving Updated Information In VB Express 2010?

I have run into a problem with saving to database when running the program I am making.

I have an mdf file called prices.mdf and have set the "copy to output directory" to copy if newer setting and set this for the ldf file build action is set to content.. should it be compile or a different setting??

I access this database thru a dataset called pricelist dataset and when the program runs and you go to forms to update the prices, each form has a datagrid with the toolbar and the save icon. Mostly I followed tutorials to help me put it together.

When you run the change price menu for each part of the database, they appear to save each time u re run the program. But once you close down vb2010 and reopen it a day or so later and rerun, the new prices are gone and the old prices are being used.

I thought changing the setting on the mdf file to copy if newer is the usual fix for this, but as I said I have already got it set to copy if newer.

I can't figure out how to track what the dataset is accessing to make sure it is going to that database, or if i have made some sort of other database that it is accessing instead as well as the mdf database.

when I look at the dataset and the column entries for each part of the prices database, as to whether i need to check the dataset itself, or the forms the datagrids are on with the toolbar save icon, or whether there is another place to check to see if it needs to be changed to something like change if newer.

Obviously the program is working and doing the changes, but not storing them in the right place, so I am losing the changes once i shut down my project and reopen it.
also I have looked at the file propertiesand made sure they all set to copy if newer PricelistDataSet.xsd, pricelistdataset.designer.vb, and also the pricelist dataset.vb, xcs and xss ones are all set to copy if newer when I look in the solution explorer.butsome of the build part is set to compile on some and none for others As I am not experienced with VB 2010 or databases I am not sure how to track it down

Update: Just looked under each of the forms the data grids are on. and see the copy to output directorys on these are set to do not copy for each of the designer.vb, vb and resx. I am bit hesitant to change these without getting some advice from more experienced people if the forms also need to be set up to copy if newer.

This is what is shown in the coding on one of the forms if u double click on the save icon in toolbar

Private Sub TimberpricesBindingNavigatorSaveItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles TimberpricesBindingNavigatorSaveItem.Click

[Code]....

It was coded by dragging the things from the dataset as a datagrid onto the form. It is not coding I worked out, in case more needs to be added to the coding